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» Making Financial Trading by Recurrent Reinforcement Learning
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ECML
2004
Springer
13 years 10 months ago
Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework
Given the pattern-based multi-predictors of the stock price, we study a method of dynamic asset allocation to maximize the trading performance. To optimize the proportion of asset ...
Jangmin O, Jae Won Lee, Jongwoo Lee, Byoung-Tak Zh...
AMEC
2004
Springer
13 years 10 months ago
Three Automated Stock-Trading Agents: A Comparative Study
Abstract. This paper documents the development of three autonomous stocktrading agents within the framework of the Penn Exchange Simulator (PXS), a novel stock-trading simulator th...
Alexander A. Sherstov, Peter Stone
GECCO
2007
Springer
184views Optimization» more  GECCO 2007»
13 years 11 months ago
ECGA vs. BOA in discovering stock market trading experts
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...
Piotr Lipinski
AAAI
2007
13 years 7 months ago
Optimizing Anthrax Outbreak Detection Using Reinforcement Learning
The potentially catastrophic impact of a bioterrorist attack makes developing effective detection methods essential for public health. In the case of anthrax attack, a delay of ho...
Masoumeh T. Izadi, David L. Buckeridge
NIPS
2001
13 years 6 months ago
Improvisation and Learning
This article presents a 2-phase computational learning model and application. As a demonstration, a system has been built, called CHIME for Computer Human Interacting Musical Enti...
Judy A. Franklin